Another observation is that both for the power spectrum and
for the SVD scree plot the lower frequencies/modes exhibit a power law
with a slope of \(1+d/2\) . The slope of the power spectrum
could be generally associated to the value of the power of the variance
[1]}, [2]}. As detailed in the appendix, indeed,
the expected value of the power spectrum \(\gamma =1+d/2\)  can be
analytically explained.
In the next sub-section we will further substantiate these observation.
